I'm assuming the question is about shoulders on the installation side, and not as a pilot to center the pin in the insert, as I have seen a few pins in that style also.
In My limited experience, It seems to be more of ease of installation then anything, the shoulder pins are much easier for me to install, but I have aquired methods to make sure full thread pins go in straight.
On the insert side, pretty much the same thing, except that with the shoulder inserts, I have to pay paticular attention to the little bit of threads that are on the bottom, and make sure I make those threads really tight, or risk the insert backing out later down the road. I found that underdrilling them, and then boring before tapping, helps me get better threads that hold up well, not to mention makes a better bore for alignment purposes.
Go ahead with the smart ass coment My friend, I would expect nothing less,

, as I know this probably does'nt answer the question asked, but the truth is I have'nt had a pin bend yet. Guess more time will provide those answers to Me in the future. I have rarely seen a stainless pin bend that bad though, but in the 5/16 diameter atleast, I know that It can happen. I buy 3 or 4 ft lenths Of 5/16-18 threaded rods to make pins from ocasionally, and the full lenths are not true, so I have to watch what part of the rod I cut My pins from to make sure I don't get one with the bad spot in It.
As far as precision, well they definatly seem to be more precise IMO, but not sure if that's not just due to the easier install, or in fact they really are.
I do like to modify My full threaded pins with center holes, and that aids in the installation for me.
I like the shoulders, but the pins are alot more money, and I aggree that adds up over time.
Greg